LIBROS DEL AUTOR: alain latour

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  • Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
    Alain Latour / Corinne Berzin / José R. León / José RLeón
    This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered.It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools and to those statisticians who wants to tackl...
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    123,67 €